Soren S. Nielsen

Technical University of Denmark - Informatics and Mathematical Modeling

Asmussens Alle, Building 305

DK-2300 Lyngby, DE Copenhagen DK-2300

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

313

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Planning Your Own Debt; a Stochastic Programming Approach to Mortgage Backed Security Analysis in a Two-Factor Interest Rate Model

EFMA 2001 Lugano Meetings
Number of pages: 27 Posted: 05 May 2001
Rolf Poulsen and Soren S. Nielsen
University of Copenhagen - Department of Statistics and Operations Research and Technical University of Denmark - Informatics and Mathematical Modeling
Downloads 277 (114,298)

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2.

Planning Your Own Debt

European Financial Management, Vol. 8, pp. 193-210, 2002
Number of pages: 18 Posted: 21 Jan 2003
Soren S. Nielsen and Rolf Poulsen
Technical University of Denmark - Informatics and Mathematical Modeling and University of Copenhagen - Department of Statistics and Operations Research
Downloads 36 (457,097)
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3.

The Valuation of Default Risk in Corporate Bonds and Interest Rate Swaps

Posted: 13 Jun 1998
Soren S. Nielsen and Ehud I. Ronn
Technical University of Denmark - Informatics and Mathematical Modeling and University of Texas at Austin - Department of Finance

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